Description Usage Arguments Value
This function is called by fit.ssm
to compute the coefficient
vector that interpolates the data and minimises the smoothness of the
resulting model.
1 | find.theta(response, K, design_model, tol = .Machine$double.eps)
|
response |
An length n vector. The observed responses. |
K |
A semi-positive definite N x N matrix that defines the smoothing criterion. |
design_model |
The n x N design model matrix. |
tol |
(optional) The model fitting requires the inversion of a large
matrix and if the model basis is too large there can be numerical issues.
This argument is passed on to |
A vector of parameters of length N if the model is fit
successfully. NA
is returned should solve
not invert
the required matrix.
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